Ask the fish store to gut the fish through the gills, but do not scale them or rinse them. Fresh mullet are coated with a glue-like substance, that should only be rinsed off just before cooking. Salt the outsides of the fish and a little inside. Stand for 3/4 hour to 1 hour. Preheat a grill or the broiler. Rinse the fish, without removing their scales. Cook on the grill or under the broiler, arranged so that they do not burn. Before serving, burn the fennel branch under the fish so they absorb the fennel smell. Serve with an aioli or rouille, flavored with thyme. Cooking the fish with their scales on makes it easy to lift off the skin, like shelling a walnut.
